Target Price Playground
RMBS
$110.44
๐ข
RMBS IV: 70.0% โ LOW
(-17.2% vs 30d avg of 84.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $97 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $110 ยท Jun '26
Qty 1 ยท Premium $13.01 ยท ฮ -0.42
SHORT PUT ยท $100 ยท Jun '26
Qty 1 ยท Premium $8.17 ยท ฮ -0.31
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $97 by Jun 19: the bear put spread returns +$517 (106.9%) on $483 risked, vs $-1,344 (-12.2%) for 100 shares on $11,044. Options give 8.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if RMBS is at $97. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if RMBS hits $97 by Jun 19
+$517
+106.9% on $483 risked
Max Profit
+$517
If the stock โค $100 at expiry
Max Loss
โ$483
Net debit
Break-even
$105.17
-4.77% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-11.38 / -0.8 / 1.86
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| RMBS Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $88 (-20%) | +$261 | +$292 | +$356 | +$516 |
| $94 (-15%) | +$196 | +$217 | +$265 | +$516 |
| $97 (-12%) โ target | +$159 | +$172 | +$206 | +$516 |
| $99 (-10%) | +$130 | +$137 | +$158 | +$516 |
| $105 (-5%) | +$64 | +$56 | +$45 | +$24 |
| $108 (-2%) | +$25 | +$8 | -$21 | -$307 |
| $110 (0%) โ spot | -$1 | -$23 | -$64 | -$484 |
| $113 (+2%) | -$26 | -$53 | -$105 | -$484 |
| $116 (+5%) | -$62 | -$96 | -$163 | -$484 |
| $121 (+10%) | -$118 | -$163 | -$246 | -$484 |
| $127 (+15%) | -$170 | -$222 | -$314 | -$484 |
| $133 (+20%) | -$216 | -$272 | -$365 | -$484 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.